Handbook of financial econometrics tools and techniques. Volume 1, Tools and techniques [electronic resource] / edited by Yacine Aït-Sahalia, Lars Peter Hansen.

This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff f...

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Online Access: Full Text (via ScienceDirect)
Other Authors: Aït-Sahalia, Yacine, Hansen, Lars Peter
Other title:Tools and techniques
Format: Electronic eBook
Language:English
Published: Amsterdam ; Boston : North-Holland/Elsevier, ©2010.
Series:Handbooks in finance.
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Call Number: HG106 .H365 2010
HG106 .H365 2010 Available